Skip to main content
V-Lab

Binancecoin to US Dollar APARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

21.46%

increased by 0.14%

1 Week

23.88%

increased by 2.56%

1 Month

33.55%

increased by 12.23%

Analysis last updated: Tuesday, August 11, 2026 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Binancecoin to US Dollar APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 20, 2018 to Aug 8, 2026

Model Insight

Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0624
17.80***
α

ARCH

Response to squared shocks

0.1487
27.25***
β

GARCH

Volatility persistence

0.8513
165.21***
γ

leverage

Additional response to negative shocks

0.0836
2.34**
δ

power

Transformation power

0.5000
26.57***

Persistence:

0.973

Half-life:

26 days